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Simultaneous Confidence Bands for Penalized Spline Estimators

Simultaneous Confidence Bands for Penalized Spline Estimators

In this article we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (a) as a standard (fixed effect) nonparametric model, (b) using the mixed-model framework with the spline coefficients as random effects, and (c) a full Bayesian approach. The …